+113.3%
CTAS vs HST
+71.5%
+41.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.2% | -2.7% | +3.8% | +1.9% |
| 30D | +12.8% | +10.7% | +2.1% | +9.6% |
| 3M | +10.3% | +6.3% | +4.0% | +8.3% |
| 6M | +32.0% | +19.0% | +13.0% | +25.2% |
| YTD | +19.1% | +47.0% | -27.9% | +6.1% |
| 1Y | +21.5% | +53.4% | -32.0% | +6.7% |
| 3Y | +76.0% | +78.0% | -2.0% | +44.9% |
| All | +113.3% | +71.5% | +41.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling